+511.3%
AVAV vs IFF
-19.8%
+531.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.6% |
| 7D | -0.1% | -2.8% | +2.7% | +1.0% |
| 30D | -25.0% | -1.1% | -23.9% | -24.7% |
| 3M | -15.0% | +13.8% | -28.8% | -19.0% |
| 6M | -33.6% | +16.7% | -50.3% | -37.8% |
| YTD | -39.2% | +26.1% | -65.3% | -44.8% |
| 1Y | -40.5% | +33.5% | -74.0% | -47.5% |
| 3Y | +29.6% | +31.6% | -2.0% | +11.3% |
| 5Y | +56.7% | -34.9% | +91.6% | +73.7% |
| All | +511.3% | -19.8% | +531.1% | +493.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IFF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling